Multivariate Counting Processes

  • Martin Jacobsen
Part of the Lecture Notes in Statistics book series (LNS, volume 12)

Abstract

We shall define and construct multivariate counting processes in a manner similar to the one used in Chapter 1 for the one-dimensional case.

Keywords

Filtration Covariance 

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Copyright information

© Springer-Verlag New York Inc. 1982

Authors and Affiliations

  • Martin Jacobsen
    • 1
  1. 1.Institute of Mathematical StatisticsUniversity of CopenhagenCopenhagen ØDenmark

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